+57.6%
PPL vs PPG
+23.8%
+33.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.8% |
| 7D | 0.0% | -3.7% | +3.8% | +1.3% |
| 30D | -1.3% | -7.2% | +5.9% | +1.1% |
| 3M | -2.6% | -7.3% | +4.8% | -0.5% |
| 6M | -8.4% | +0.3% | -8.7% | -9.5% |
| YTD | +0.2% | +6.5% | -6.3% | -3.5% |
| 1Y | -0.2% | +0.5% | -0.8% | -2.2% |
| 3Y | +52.9% | -15.3% | +68.2% | +56.8% |
| 5Y | +36.8% | -22.9% | +59.7% | +41.8% |
| 10Y | +57.6% | +28.4% | +29.2% | +26.5% |
| All | +57.6% | +23.8% | +33.7% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling